+51.1%
VTRS vs GTLB
-50.8%
+101.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -3.5% | -6.6% | +3.1% | -2.9% |
| 30D | +2.1% | +13.7% | -11.6% | +1.0% |
| 3M | +2.6% | +52.9% | -50.3% | -1.2% |
| 6M | +17.8% | +88.5% | -70.7% | +11.0% |
| YTD | +35.7% | +23.4% | +12.2% | +32.1% |
| 1Y | +63.5% | -3.8% | +67.3% | +62.1% |
| 3Y | +85.1% | -11.5% | +96.6% | +79.9% |
| All | +51.1% | -50.8% | +101.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling